I chose "I do not wish to disclose" on my application for my current job. It's no biggie. It made no difference to me because I got the job anyway. Besides, if absolute worst comes to worst, it gives you the opportunity to "come out" if you desperately need to. I haven't come out and I don't think I ever will, but I guess if I'm on the path to getting fired, I'd come out as a last resort to saving my @ss. I mean, if I don't come out, then there's a 100% chance I'll get fired, but if I do come out, there's a 50-50 chance I'll get to stay.